A unifying approach to integration for bounded positive charges

DOI10.1016/j.jmaa.2007.09.026zbMath1151.28001MaRDI QIDQ2470493

Yanyan Li

Publication date: 14 February 2008

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://dro.dur.ac.uk/14209/1/14209.pdf

zbMATH Keywords

Choquet integral; natural extension; \(n\)-monotonicity; coherent lower prevision; exact functional; comonotone additivity; lower integral

Mathematics Subject Classification ID

28A25: Integration with respect to measures and other set functions

28E10: Fuzzy measure theory

28C05: Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures

Related Items

Generalized Lebesgue integral, Probability boxes on totally preordered spaces for multivariate modelling, \(n\)-monotone exact functionals, Representation insensitivity in immediate prediction under exchangeability, Finitely additive extensions of distribution functions and moment sequences: the coherent lower prevision approach, The Hausdorff moment problem under finite additivity

Cites Work

• \(n\)-monotone exact functionals
• Non-additive measure and integral
• Cores of exact games. I
• Theory of capacities
• Coherent Measures of Risk
• Using Finitely Additive Probability: Uniform Distributions on the Natural Numbers
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